Comments on Multiparameter Estimation in Truncated Power Series Distributions under the Stein's Loss

This comment is to show that Theorem 3.3 of Dey and Chung (1991) (Multiparameter estimation in truncated power series distributions under the Stein’s loss. Commun. Statist.-Theory Meth., 20, 309-326) may give us misleading results. Analytically and through simulation, we show that the Theorem does not improve the given estimator.